Field of the Invention
The present invention relates to a technology for predicting future data, using time-series data.
Description of the Related Art
Conventionally, many methods for predicting data that would be acquired in the future, using past and present time-series data, have been discussed. However, when an outlier value is included in acquired data, a prediction result may be deteriorated due to use of the data. Japanese Patent Application Laid-Open No. 7-306846 describes a method for storing a difference of an actual value from a prediction value, as a prediction error, considering the present actual value, as an abnormal value, when a large prediction error occurs, and replacing the actual value with the prediction value to perform future prediction.
However, in the method of Japanese Patent Application Laid-Open No. 7-306846, data of the actual value considered as an abnormal value is replaced with the prediction value, and is not used in subsequent prediction. However, when only a limited number of pieces of time-series data can be acquired, if the actual value considered as the abnormal value is replaced with the prediction value, like the method of Japanese Patent Application Laid-Open No. 7-306846, the number of pieces of data of actual values that can be used in prediction becomes small, and precision of the prediction may be decreased.